+465.1%
STM vs CVE
+149.3%
+315.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +12.0% | +5.9% | +6.1% | +10.4% |
| 30D | -0.4% | -10.9% | +10.5% | +2.4% |
| 3M | -13.2% | -4.5% | -8.7% | -12.5% |
| 6M | -26.1% | -1.0% | -25.1% | -26.7% |
| YTD | +81.2% | +74.7% | +6.4% | +53.9% |
| 1Y | +98.3% | +65.8% | +32.5% | +70.5% |
| 3Y | +16.7% | +73.2% | -56.5% | -2.7% |
| 5Y | -4.8% | +155.6% | -160.4% | -30.5% |
| All | +465.1% | +149.3% | +315.8% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling